+709.3%
FDS vs BUD
+215.1%
+494.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.5% |
| 7D | -2.1% | +0.5% | -2.6% | -2.3% |
| 30D | +16.0% | +7.4% | +8.6% | +13.4% |
| 3M | +18.8% | +4.3% | +14.5% | +17.3% |
| 6M | +54.1% | +5.3% | +48.8% | +51.3% |
| YTD | +17.0% | +33.2% | -16.2% | +5.5% |
| 1Y | +25.5% | +31.8% | -6.2% | +13.5% |
| 3Y | -23.3% | +47.8% | -71.1% | -34.3% |
| 5Y | -22.6% | +50.2% | -72.8% | -35.3% |
| 10Y | +130.2% | -4.8% | +135.0% | +111.8% |
| All | +709.3% | +215.1% | +494.2% | +338.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BUD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling